HSMV
First Trust Horizon Managed Vol S/M ETF
$32.99
-0.18 (-0.54%)
Currency in USD / Last Updated: 7/9/2024
Category | Small Cap |
---|---|
Market Cap | 18.145M |
52 Week High | 34.086 |
52 Week Low | 27.78 |
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Expense Details
Deferred | 0 |
---|---|
12b-1 | 0 |
Front Load | 0 |
Initial Purchase Amount | 0 |
Redeption Fee | 0 |
Prospectus | 0.008 |
Overview
52 Week High | 34.09 |
---|---|
52 Week Low | 27.78 |
Market Cap | 18.15M |
Shares Outstanding | 0.55M |
Income Dividend Yield | 1.30% |
Long Term Dividend Yield | 0.00% |
Short Term Dividend Yield | 0.00% |
52 Week Yield (All) | 1.30% |
Returns Annualized
One Day | -74.65% |
---|---|
Five Days | -15.46% |
One Months | -2.64% |
Three Months | -4.77% |
Six Months | 10.31% |
Nine Months | 18.73% |
One Year | 9.10% |
Three Years | 1.50% |
Five Years | -999 |
Ten Years | -999 |
YTD | 6.38% |
Since Inception | 12.31% |
Returns Total
One Day | -0.54% |
---|---|
Five Days | -0.33% |
One Month | -0.21% |
Three Months | -1.20% |
Six Months | 4.94% |
Nine Months | 13.57% |
One Year | 9.09% |
Three Years | 4.53% |
Five Years | -999 |
Ten Years | -999 |
YTD | 3.24% |
Since Inception | 63.57% |
Yearly Returns
2024 | 3.24% |
---|---|
2023 | 5.00% |
2022 | -9.44% |
2021 | 23.72% |
2020 | 34.67% |
2019 | 0.00% |
2018 | 0.00% |
2017 | 0.00% |
2016 | 0.00% |
2015 | 0.00% |
Risk against SP-DA
Alpha | -14.25% |
---|---|
Beta | 0.77 |
Correlation | 68.36% |
Downside Deviation | 2.89% |
Coefficient of determination | 46.74% |
Standard Deviation | 3.62% |
Sharpe Ratio | -1.56 |
Sortino | -6.78 |
Treynor | 4.83 |
Ulcer Index | 4.26 |
Ulcer Performance Index | -4.61 |